+61.9%
WM vs TD
+101.4%
-39.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.2% | +1.1% | +2.1% | +3.0% |
| 30D | +13.0% | +5.2% | +7.8% | +12.0% |
| 3M | +9.2% | +1.2% | +8.0% | +8.9% |
| 6M | +13.6% | +17.7% | -4.1% | +9.9% |
| YTD | +12.4% | +34.2% | -21.8% | +5.7% |
| 1Y | +21.2% | +55.4% | -34.2% | +10.4% |
| 3Y | +48.7% | +130.4% | -81.7% | +22.4% |
| All | +61.9% | +101.4% | -39.5% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling